+194.1%
FTI vs ALLE
+88.9%
+105.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.4% |
| 7D | -7.6% | -0.6% | -7.1% | -7.5% |
| 30D | -7.1% | +25.3% | -32.5% | -12.8% |
| 3M | -8.7% | +10.3% | -19.0% | -11.1% |
| 6M | -14.0% | +38.0% | -52.0% | -22.5% |
| YTD | +42.8% | +17.8% | +25.1% | +35.8% |
| 1Y | +50.4% | +13.6% | +36.8% | +45.3% |
| 3Y | +194.1% | +89.2% | +104.9% | +111.5% |
| All | +194.1% | +88.9% | +105.2% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling